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searching for Local volatility 3 found (27 total)

Trinomial tree (894 words) [view diff] case mismatch in snippet view article find links to article

Probability Calculators Deloire et Roth 2024 "Multi-asset and generalised Local Volatility. An efficient implementation" [1] Phelim Boyle, 1986. "Option Valuation

Heston model (1,799 words) [view diff] exact match in snippet view article find links to article

van der Weijst, Roel (2017). "Numerical solutions for the stochastic local volatility model". {{cite journal}}: Cite journal requires |journal= (help) Kouritzin

Stable count distribution (7,739 words) [view diff] case mismatch in snippet view article find links to article

Volatility Smile to Risk Neutral Probability and Closed Form Solution of Local Volatility Function". SSRN 2906522. Pollard, Harry (1948-12-01). "The completely